CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 1.0924 1.0898 -0.0026 -0.2% 1.0901
High 1.0932 1.0945 0.0013 0.1% 1.0963
Low 1.0869 1.0869 0.0001 0.0% 1.0869
Close 1.0900 1.0877 -0.0024 -0.2% 1.0900
Range 0.0063 0.0076 0.0013 19.8% 0.0094
ATR 0.0088 0.0087 -0.0001 -1.0% 0.0000
Volume 165,243 165,174 -69 0.0% 825,173
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1123 1.1075 1.0918
R3 1.1048 1.1000 1.0897
R2 1.0972 1.0972 1.0890
R1 1.0924 1.0924 1.0883 1.0911
PP 1.0897 1.0897 1.0897 1.0890
S1 1.0849 1.0849 1.0870 1.0835
S2 1.0821 1.0821 1.0863
S3 1.0746 1.0773 1.0856
S4 1.0670 1.0698 1.0835
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1192 1.1140 1.0952
R3 1.1098 1.1046 1.0926
R2 1.1004 1.1004 1.0917
R1 1.0952 1.0952 1.0909 1.0931
PP 1.0910 1.0910 1.0910 1.0900
S1 1.0858 1.0858 1.0891 1.0837
S2 1.0816 1.0816 1.0883
S3 1.0722 1.0764 1.0874
S4 1.0628 1.0670 1.0848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0962 1.0869 0.0093 0.9% 0.0070 0.6% 9% False False 162,836
10 1.0963 1.0806 0.0157 1.4% 0.0077 0.7% 45% False False 184,464
20 1.0963 1.0529 0.0434 4.0% 0.0093 0.9% 80% False False 193,882
40 1.0963 1.0473 0.0490 4.5% 0.0091 0.8% 82% False False 163,004
60 1.0963 0.9835 0.1128 10.4% 0.0103 1.0% 92% False False 109,634
80 1.0963 0.9762 0.1201 11.0% 0.0103 1.0% 93% False False 82,400
100 1.0963 0.9658 0.1305 12.0% 0.0106 1.0% 93% False False 66,139
120 1.0963 0.9658 0.1305 12.0% 0.0101 0.9% 93% False False 55,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1265
2.618 1.1142
1.618 1.1067
1.000 1.1020
0.618 1.0991
HIGH 1.0945
0.618 1.0916
0.500 1.0907
0.382 1.0898
LOW 1.0869
0.618 1.0822
1.000 1.0794
1.618 1.0747
2.618 1.0671
4.250 1.0548
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 1.0907 1.0915
PP 1.0897 1.0902
S1 1.0887 1.0889

These figures are updated between 7pm and 10pm EST after a trading day.

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